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Course detail

Probability and mathematical statistics

Course unit code: FAST-DA03
Type of course unit: compulsory
Level of course unit: Doctoral (3rd cycle)
Year of study: 1
Semester: summer
Number of ECTS credits: 0?
Learning outcomes of the course unit:
n. a.
Mode of delivery:
90 % face-to-face, 10 % distance learning
Prerequisites:
Basics of linear algebra, differentiation, integration.
Co-requisites:
n. a.
Recommended optional programme components:
n. a.
Course contents (annotation):
Continuous and discrete random variables (vectors), probability function, density function, probability, cumulative distribution, independent random variables, characteristics of distribution, transformation of random variables, conditional distribution, conditional mean, special distributions.
Random sampling, statistic, point estimate of distribution parameters and their functions, desirable properties of an estimator, estimator of correlation matrix, confidence interval for distribution parameter, fundamentals for testing hypotheses, tests of hypotheses for distribution parameters - one-sample analysis, two-sample analysis, goodness-of-fit test.
Recommended or required reading:
ANDĚL, J.: Statistické metody. MATFYZPRESS PRAHA 2007
KOUTKOVÁ, H.: Základy teorie odhadu. CERM Brno 2007
KOUTKOVÁ, H.: Základy testování hypotéz. CERM Brno 2007
KOUTKOVÁ, H., DLOUHÝ, O.: Sbírka příkladů z pravděpodobnosti a matematické statistiky. CERM Brno 2011
KOUTKOVÁ, H., MOLL, I.: Základy pravděpodobnosti. CERM Brno 2011
DOWDY, S., WEARDEN, S.: Statistics for research. John Wiley & sons 1982
WALPOLE, R.E., MYERS, R.H.: Probability and Statistics for Engineers and Scientists. Macmillan Publishing Company New York 1990
Planned learning activities and teaching methods:
n. a.
Assesment methods and criteria linked to learning outcomes:
Requirements for successful completion of the subject are specified by guarantor’s regulation updated for every academic year.
Language of instruction:
Czech
Work placements:
n. a.

Type of course unit:
Lecture: 39 hours, optionally
Teacher / Lecturer: RNDr. Helena Koutková, CSc.